Parabolic Sar Volume Strategy (C#)

Parabolic Sar Volume Strategy

Strategy that combines Parabolic SAR with volume confirmation. Enters trades when price crosses the Parabolic SAR with above-average volume.

Testing indicates an average annual return of about 151%. It performs best in the stocks market.

Parabolic SAR identifies trend shifts, and higher volume validates the signal. Trades commence when the SAR flip comes with expanding volume.

Useful for traders who track volume-based moves. The SAR trail guards against big losses.

Details

• Entry Criteria:
  • Long: Close > SAR && Volume > AvgVolume
  • Short: Close < SAR && Volume > AvgVolume
• Long/Short: Both
• Exit Criteria: SAR flip
• Stops: Uses Parabolic SAR as trailing stop
• Default Values:
  • Acceleration = 0.02m
  • MaxAcceleration = 0.2m
  • VolumePeriod = 20
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame() AvgVolume is the average volume of the previous VolumePeriod candles. A long closes when the SAR flips above price and a short when it flips below. An entry signal against an open position reverses it.
• Filters:
  • Category: Breakout
  • Direction: Both
  • Indicators: Parabolic SAR, Parabolic SAR, Volume
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium